-26.3%
EW vs ALB
-44.4%
+18.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.6% |
| 7D | -0.3% | -8.1% | +7.7% | +0.5% |
| 30D | +1.0% | +6.3% | -5.2% | +0.3% |
| 3M | +2.8% | -23.6% | +26.4% | +5.4% |
| 6M | +5.5% | -24.6% | +30.1% | +7.6% |
| YTD | +5.5% | -10.3% | +15.7% | +5.0% |
| 1Y | +11.0% | +61.5% | -50.4% | +1.9% |
| 3Y | +17.7% | -34.0% | +51.7% | +20.7% |
| All | -26.3% | -44.4% | +18.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling